No universal trading strategy exists that generates strict profits in all market trajectories, as such strategies are precluded by no-arbitrage conditions, no-free-lunch theorems, and adversarial constructions that defeat computable rules.
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Against a Universal Trading Strategy: No-Arbitrage, No-Free-Lunch, and Adversarial Cantor Diagonalization
No universal trading strategy exists that generates strict profits in all market trajectories, as such strategies are precluded by no-arbitrage conditions, no-free-lunch theorems, and adversarial constructions that defeat computable rules.